Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.260820 0.282620 0.306207 0.333767 0.365271 0.400382 0.442790
2025-12-21 0.229391 0.256917 0.288277 0.327067 0.374357 0.430953 0.505097
2025-12-28 0.213635 0.245529 0.283385 0.332455 0.395663 0.476264 0.590233
2026-01-04 0.203240 0.238666 0.282198 0.340973 0.420521 0.528162 0.692203
2026-01-11 0.190261 0.227029 0.273403 0.338011 0.428943 0.558111 0.767987
2026-01-18 0.182259 0.220793 0.270617 0.342181 0.446911 0.603294 0.875444
2026-01-25 0.169947 0.207921 0.257830 0.330994 0.440958 0.611000 0.922078
2026-02-01 0.158931 0.196020 0.245427 0.319097 0.432342 0.612822 0.957975
2026-02-08 0.152137 0.189359 0.239707 0.316261 0.437070 0.636645 1.039667
2026-02-15 0.149349 0.187941 0.241118 0.323936 0.458998 0.692632 1.199967
2026-02-22 0.144341 0.183114 0.237277 0.323165 0.466795 0.724381 1.317880
2026-03-01 0.139470 0.178205 0.232981 0.321261 0.472314 0.752487 1.436088
2026-03-08 0.134246 0.172666 0.227615 0.317528 0.474758 0.776042 1.554603
2026-03-15 0.128836 0.166614 0.221152 0.311532 0.472512 0.789761 1.652602
2026-03-22 0.126625 0.165101 0.221441 0.316630 0.491077 0.850477 1.913998
2026-03-29 0.125232 0.164702 0.223371 0.324578 0.515921 0.930326 2.286133
2026-04-05 0.121488 0.160613 0.219303 0.321846 0.519512 0.961484 2.508416
2026-04-12 0.119448 0.158997 0.219036 0.325724 0.536810 1.029929 2.932588
2026-04-19 0.114500 0.152764 0.211091 0.315339 0.523474 1.017287 2.992250
2026-04-26 0.109676 0.146579 0.203001 0.304278 0.507849 0.996482 3.005156
2026-05-03 0.106854 0.143384 0.199635 0.301640 0.509998 1.024370 3.288383
2026-05-10 0.106154 0.143429 0.201535 0.308781 0.534119 1.119219 4.053406
2026-05-17 0.103960 0.141061 0.199330 0.308064 0.540628 1.164493 4.587981